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The World Cup and randomness

The average American watching the World Cup has less of an appreciation for the intricacies of set piece routines, or the passing skills of a particular team’s midfielder, but there is undoubtedly an...

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Rule 22e-4 and the four buckets: What you need to know

The complex nature of modern derivatives, combined with the increasingly global and interconnected nature of the financial ecosystem, has led regulators to place a higher burden on fund managers to know...

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Using technology to manage liquidity risk

If the financial crisis of a decade ago taught us anything, it’s that the liquidity of traded financial instruments is unpredictable and can fluctuate wildly in a matter of seconds.

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SEC puts Liquidity Estimation Back in Focus

Liquidity back in focus

As part of the SEC investment company reporting modernization rules published in October 2016, all open-ended US mutual funds and ETFs will be required to implement liquidity risk...

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The challenge of stress-testing liquidity risk

The liquidity risk paradox, inspired by the FT

David Oakley highlighted in the Financial Times (13th March) how top investment groups are shock-testing their bond portfolios for the increased liquidity risk...

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StatPro Revolution Update - August 2013

The August release of StatPro Revolution includes some exciting features and functions from a new liquidity risk dashboard to the inclusion of the UK and US Freedom Indexes for all StatPro Revolution users. 

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CAP Gets Dirty – Pricing, That Is

Some of you may have seen the news late last week that StatPro has launched several new features as part of its Complex Asset Pricing (CAP) service.

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Liquidity Risk

Back in mid 2007, when the credit crisis first started to unleash its trail of wreckage, everyone was using risk models that focused on market risks.

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